Performance Bond Requirement Changes -- Effective Tuesday, September 23, 2008

Performance Bond (Margin) Advisory Notices

To	Clearing Member Firms
From	CME Clearing
Subject	Revised Performance Bond Requirement Changes -- Effective Tuesday, September 23, 2008.
Notice Date	2008-09-22
Notice Number	08-234
Effective Date	2008-09-23
*To receive advanced notification of Performance Bond (margin) changes through our free automated mailing list, go to:* *http://www.cmegroup.com/newsletter/web2lead/web2sf-old.html* *and subscribe to the Performance Bond Rates Advisory Notices listserver.* As per the normal review of market volatility to ensure adequate collateral coverage, the Chicago Mercantile Exchange Inc. Clearing House Risk Management staff approved the performance bond requirements for the product listed below. These margins will become effective at the close of business on Tuesday, September 23, 2008. -- CME Interest Rate Futures Intra-Commodity Spread Rates For the full text of this advisory...